Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-20 0.694481 0.787966 0.895069 1.028149 1.190911 1.385962 1.641236
2024-10-27 0.590427 0.704943 0.846362 1.037700 1.296147 1.643135 2.163089
2024-11-03 0.541510 0.674528 0.849609 1.105123 1.483880 2.053277 3.040215
2024-11-10 0.507870 0.656491 0.863542 1.187711 1.713794 2.602948 4.418710
2024-11-17 0.465736 0.619692 0.844081 1.216303 1.869320 3.097490 6.050452
2024-11-24 0.427679 0.583005 0.818235 1.228685 2.001650 3.612573 8.210097
2024-12-01 0.383359 0.531356 0.761537 1.177890 2.003864 3.866847 10.003917
2024-12-08 0.346943 0.487767 0.711877 1.130251 2.000065 4.112731 12.158359
2024-12-15 0.329954 0.472688 0.706907 1.163375 2.176885 4.921803 18.151886
2024-12-22 0.323506 0.473637 0.728989 1.253008 2.515900 6.469723 33.967606
2024-12-29 0.309709 0.460794 0.724762 1.288350 2.738316 7.876177 60.144705
2025-01-05 0.294700 0.444344 0.711722 1.302174 2.911056 9.311743 110.287415
2025-01-12 0.276078 0.421094 0.685319 1.286538 3.012930 10.695498 219.439126
2025-01-19 0.256252 0.394029 0.648557 1.240249 3.005824 11.571941 414.624310
2025-01-26 0.247434 0.385947 0.648195 1.281898 3.312799 15.011193 3616.165400
2025-02-02 0.241494 0.382518 0.656740 1.348477 3.755959 21.021229 NaN
2025-02-09 0.230981 0.369594 0.643952 1.356487 3.984346 26.327212 NaN
2025-02-16 0.220443 0.355766 0.627681 1.351833 4.163421 32.341505 NaN
2025-02-23 0.205901 0.333229 0.590348 1.280817 4.008493 32.998477 NaN
2025-03-02 0.193166 0.313467 0.557565 1.218398 3.873823 33.823837 NaN
2025-03-09 0.188011 0.308149 0.556263 1.248512 4.216046 46.920034 NaN
2025-03-16 0.187215 0.311321 0.574374 1.342211 4.984261 87.456785 NaN
2025-03-23 0.182670 0.306597 0.573719 1.377007 5.462412 141.382024 NaN